Volume 44, Number 2, 119-137, DOI: 10.1134/S0032946008020051

Nonparametric hypothesis testing with small type I or type II error probabilities

M. S. Ermakov

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Abstract

For the problem of signal detection in Gaussian white noise, we obtain lower bounds for the asymptotics of moderate deviation probabilities of type I and type II errors. These asymptotics are attained on tests of the χ 2 type. Using these lower bounds, we find lower bounds for nonparametric confidence estimation in the moderate deviation zone.
Original Russian Text © M.S. Ermakov, 2008, published in Problemy Peredachi Informatsii, 2008, Vol. 44, No. 2, pp. 54–74.

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